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Benchmarks
Option Pricing Accuracy on XOP 2025Q2 (Moneyness > 1, 28d maturity)
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4.33
IVRMSE
JD
3.774
7.527
11.28
15.033
Feb 1, 2026
IVRMSE
Updated 2mo ago
Evaluation Results
Method
Method
Links
IVRMSE
JD
Maturity=28d
2026.02
4.33
SV
Maturity=28d
2026.02
4.95
QLBS
Maturity=28d
2026.02
6.6
BS
Maturity=28d
2026.02
7.94
RLOP
Maturity=28d
2026.02
18.23
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